jubilee.macro_cost {jubilee} | R Documentation |
Calculate the cost function of the macro model
Description
This utility calculates the cost function of the macro model according to the squared error sum with penaty parameter. This utility can be used to experiment more sophisticated optimization schemes.
Usage
jubilee.macro_cost(dtb, rs, penalty = c(1, 1, 1), new.tb3ms = NA,
new.gs10 = NA)
Arguments
dtb |
data table, usually this is the reg.dtb of the jubilee object |
rs |
the list returned from |
penalty |
numeric, the penalty vector for the 6 models.
Default is |
new.tb3ms |
numeric, vector of new |
new.gs10 |
numeric, vector of new |
Value
The data table containing the "macro.cost" column
Author(s)
Stephen H. Lihn
[Package jubilee version 0.3.3 Index]